+1,643.1%
TSM vs TSEM
+805.6%
+837.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.3% | +0.8% |
| 7D | +6.2% | +7.0% | -0.8% | +3.4% |
| 30D | -7.3% | -29.8% | +22.5% | +4.1% |
| 3M | -7.1% | -41.9% | +34.8% | +10.2% |
| 6M | +0.2% | -45.8% | +46.0% | +18.1% |
| YTD | +32.2% | +25.1% | +7.1% | +8.0% |
| 1Y | +42.8% | +48.2% | -5.5% | +8.5% |
| 3Y | +330.4% | +476.5% | -146.1% | +82.6% |
| 5Y | +263.9% | +301.4% | -37.5% | +72.4% |
| All | +1,643.1% | +805.6% | +837.5% | +477.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling